ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 12:14 PM IST
ATGL 26DEC2024 730 CE | ||||||||||
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Delta: 0.53
Vega: 0.57
Theta: -0.90
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 729.55 | 23.8 | 2.75 | 39.85 | 1,002 | -107 | 192 | |||
11 Dec | 717.50 | 21.05 | 0.75 | 42.03 | 520 | 77 | 299 | |||
10 Dec | 715.45 | 20.3 | -7.55 | 42.06 | 1,124 | 165 | 225 | |||
9 Dec | 729.50 | 27.85 | -3.20 | 43.37 | 158 | 45 | 62 | |||
6 Dec | 731.05 | 31.05 | -13.10 | 43.49 | 25 | 13 | 18 | |||
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5 Dec | 743.95 | 44.15 | 0.00 | 47.90 | 3 | 0 | 4 | |||
4 Dec | 746.65 | 44.15 | -60.05 | 45.36 | 10 | 4 | 4 | |||
3 Dec | 766.25 | 104.2 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 772.55 | 104.2 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 812.35 | 104.2 | - | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 730 expiring on 26DEC2024
Delta for 730 CE is 0.53
Historical price for 730 CE is as follows
On 12 Dec ATGL was trading at 729.55. The strike last trading price was 23.8, which was 2.75 higher than the previous day. The implied volatity was 39.85, the open interest changed by -107 which decreased total open position to 192
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 21.05, which was 0.75 higher than the previous day. The implied volatity was 42.03, the open interest changed by 77 which increased total open position to 299
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 20.3, which was -7.55 lower than the previous day. The implied volatity was 42.06, the open interest changed by 165 which increased total open position to 225
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 27.85, which was -3.20 lower than the previous day. The implied volatity was 43.37, the open interest changed by 45 which increased total open position to 62
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 31.05, which was -13.10 lower than the previous day. The implied volatity was 43.49, the open interest changed by 13 which increased total open position to 18
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 44.15, which was 0.00 lower than the previous day. The implied volatity was 47.90, the open interest changed by 0 which decreased total open position to 4
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 44.15, which was -60.05 lower than the previous day. The implied volatity was 45.36, the open interest changed by 4 which increased total open position to 4
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 104.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 104.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 104.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
ATGL 26DEC2024 730 PE | |||||||
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Delta: -0.46
Vega: 0.57
Theta: -0.90
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 729.55 | 26.8 | -2.40 | 49.30 | 115 | 0 | 83 |
11 Dec | 717.50 | 29.2 | -4.35 | 43.31 | 38 | -2 | 83 |
10 Dec | 715.45 | 33.55 | 3.10 | 46.18 | 77 | 17 | 85 |
9 Dec | 729.50 | 30.45 | -3.80 | 49.76 | 49 | -1 | 69 |
6 Dec | 731.05 | 34.25 | 9.15 | 52.62 | 58 | 10 | 69 |
5 Dec | 743.95 | 25.1 | -5.90 | 48.11 | 53 | 6 | 58 |
4 Dec | 746.65 | 31 | 6.40 | 56.33 | 23 | 3 | 51 |
3 Dec | 766.25 | 24.6 | -1.80 | 55.30 | 68 | 45 | 45 |
2 Dec | 772.55 | 26.4 | 0.00 | 6.92 | 0 | 0 | 0 |
29 Nov | 812.35 | 26.4 | 10.64 | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 730 expiring on 26DEC2024
Delta for 730 PE is -0.46
Historical price for 730 PE is as follows
On 12 Dec ATGL was trading at 729.55. The strike last trading price was 26.8, which was -2.40 lower than the previous day. The implied volatity was 49.30, the open interest changed by 0 which decreased total open position to 83
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 29.2, which was -4.35 lower than the previous day. The implied volatity was 43.31, the open interest changed by -2 which decreased total open position to 83
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 33.55, which was 3.10 higher than the previous day. The implied volatity was 46.18, the open interest changed by 17 which increased total open position to 85
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 30.45, which was -3.80 lower than the previous day. The implied volatity was 49.76, the open interest changed by -1 which decreased total open position to 69
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 34.25, which was 9.15 higher than the previous day. The implied volatity was 52.62, the open interest changed by 10 which increased total open position to 69
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 25.1, which was -5.90 lower than the previous day. The implied volatity was 48.11, the open interest changed by 6 which increased total open position to 58
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 31, which was 6.40 higher than the previous day. The implied volatity was 56.33, the open interest changed by 3 which increased total open position to 51
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 24.6, which was -1.80 lower than the previous day. The implied volatity was 55.30, the open interest changed by 45 which increased total open position to 45
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 26.4, which was lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0